메뉴 건너뛰기




Volumn 111, Issue 4, 1996, Pages 1210-1236

Convergence to the law of one price without trade barriers or currency fluctuations

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0039336252     PISSN: 00335533     EISSN: None     Source Type: Journal    
DOI: 10.2307/2946713     Document Type: Article
Times cited : (297)

References (21)
  • 1
    • 0039175603 scopus 로고
    • Quarterly Reports
    • American Chamber of Commerce Researchers Association, Intercity Cost of Living Index, Quarterly Reports 1975-1992.
    • (1975) Intercity Cost of Living Index
  • 2
    • 84977737410 scopus 로고
    • Purchasing power parity in the long run
    • Abuaf, Niso, and Philippe Jorion, "Purchasing Power Parity in the Long Run," Journal of Finance, XLV (1990), 157-74.
    • (1990) Journal of Finance , vol.45 , pp. 157-174
    • Abuaf, N.1    Jorion, P.2
  • 4
    • 0000852872 scopus 로고
    • Expectations and exchange rate dynamics
    • Dornbusch, Rudiger, "Expectations and Exchange Rate Dynamics," Journal of Political Economy, LXXXIV (1976), 1161-76.
    • (1976) Journal of Political Economy , vol.84 , pp. 1161-1176
    • Dornbusch, R.1
  • 5
    • 0001239257 scopus 로고
    • Purchasing power parity in the long run: A test of the dollar/ pound exchange rate (1890-78)
    • Edison, Hali, "Purchasing Power Parity in the Long Run: A Test of the Dollar/ Pound Exchange Rate (1890-78)," Journal of Money, Credit and Banking, XIX (1987), 376-87.
    • (1987) Journal of Money, Credit and Banking , vol.19 , pp. 376-387
    • Edison, H.1
  • 7
    • 0000758080 scopus 로고
    • Testing purchasing power parity under the null hypothesis of cointegration
    • Fisher, Eric O., and Joon Y. Park, "Testing Purchasing Power Parity under the Null Hypothesis of Cointegration," Economic Journal, CI (1991), 1476-84.
    • (1991) Economic Journal , vol.101 , pp. 1476-1484
    • Fisher, E.O.1    Park, J.Y.2
  • 8
    • 0002214578 scopus 로고
    • International capital mobility and crowding-out in the U. S. economy: Imperfect integration of financial markets or of goods markets?
    • Ruth Hafer, ed. Lexington, MA: Lexington Books
    • Frankel, Jeffrey, "International Capital Mobility and Crowding-out in the U. S. Economy: Imperfect Integration of Financial Markets or of Goods Markets?" in How Open Is the U. S. Economy, Ruth Hafer, ed. (Lexington, MA: Lexington Books, 1986).
    • (1986) How Open Is the U. S. Economy
    • Frankel, J.1
  • 9
    • 0041118223 scopus 로고
    • Mean reversion within and between countries: A panel study of purchasing power parity
    • Frankel, Jeffrey, and Andrew Rose, "Mean Reversion within and between Countries: A Panel Study of Purchasing Power Parity," NBER Working Paper No. 5006, 1995.
    • (1995) NBER Working Paper No. 5006 , vol.5006
    • Frankel, J.1    Rose, A.2
  • 10
    • 0001107642 scopus 로고
    • Purchasing power parity: Doctrinal perspectives and evidence from the 1920s
    • Frenkel, Jacob, "Purchasing Power Parity: Doctrinal Perspectives and Evidence from the 1920s," Journal of International Economics, VIII (1978), 169-91.
    • (1978) Journal of International Economics , vol.8 , pp. 169-191
    • Frenkel, J.1
  • 11
    • 0001444994 scopus 로고
    • Flexible exchange rates, prices and the role of news: Lessons from the 1970s
    • _, "Flexible Exchange Rates, Prices and the Role of News: Lessons from the 1970s," Journal of Political Economy, LIX (1981), 665-705.
    • (1981) Journal of Political Economy , vol.59 , pp. 665-705
  • 13
    • 77957239083 scopus 로고
    • Perspectives on PPP and long-run real exchange rates
    • Gene M. Grossman and Kenneth Rogoff, eds. Amsterdam, The Netherlands: North-Holland
    • Froot, Kenneth, and Kenneth Rogoff, "Perspectives on PPP and Long-Run Real Exchange Rates," in Handbook of International Economics, Volume 3, Gene M. Grossman and Kenneth Rogoff, eds. (Amsterdam, The Netherlands: North-Holland, 1995).
    • (1995) Handbook of International Economics , vol.3
    • Froot, K.1    Rogoff, K.2
  • 15
    • 0030480824 scopus 로고    scopus 로고
    • Real exchange rate behavior: The recent float from the perspective of the past two centuries
    • Lothian, James, and Mark Taylor, "Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries," Journal of Political Economy, CIV (1996), 488-541.
    • (1996) Journal of Political Economy , vol.104 , pp. 488-541
    • Lothian, J.1    Taylor, M.2
  • 18
    • 0001537562 scopus 로고
    • Some empirical evidence on commodity arbitrage and the law of one price
    • Richardson, J. David, "Some Empirical Evidence on Commodity Arbitrage and the Law of One Price," Journal of International Economics, VIII (1978), 341-51.
    • (1978) Journal of International Economics , vol.8 , pp. 341-351
    • Richardson, J.D.1
  • 19
    • 0001547088 scopus 로고
    • Haircuts or hysteresis? Sources of movements in real exchange rates
    • Rogers, John, and Michael Jenkins, "Haircuts or Hysteresis? Sources of Movements in Real Exchange Rates," Journal of International Economics, XXXVIII (1995), 339-60.
    • (1995) Journal of International Economics , vol.38 , pp. 339-360
    • Rogers, J.1    Jenkins, M.2
  • 20
    • 0040360186 scopus 로고
    • Washington, DC: U. S. Defense Mapping Agency
    • The American Practical Navigator, volume 1 (Washington, DC: U. S. Defense Mapping Agency, 1977).
    • (1977) The American Practical Navigator , vol.1
  • 21
    • 0003854610 scopus 로고
    • Purchasing power dis-parity during the floating rate period: Exchange rate volatility, trade barriers, and other culprits
    • April
    • Wei, Shang-Jin, and David Parsley, "Purchasing Power Dis-Parity during the Floating Rate Period: Exchange Rate Volatility, Trade Barriers, and Other Culprits," NBER Working Paper No. 5032 (revised), April 1995.
    • (1995) NBER Working Paper No. 5032 (Revised) , vol.5032
    • Wei, S.-J.1    Parsley, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.